+47.8%
FSLR vs CHTR
+282.5%
-234.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.1% | +3.4% | -3.0% |
| 7D | +0.2% | -15.8% | +16.0% | +4.0% |
| 30D | -15.1% | -12.7% | -2.5% | -12.9% |
| 3M | -22.5% | -1.1% | -21.4% | -23.1% |
| 6M | +4.0% | -39.9% | +43.9% | +13.5% |
| YTD | -22.3% | -35.9% | +13.6% | -16.8% |
| 1Y | 0.0% | -49.2% | +49.2% | +13.2% |
| 3Y | +10.9% | -68.3% | +79.2% | +36.3% |
| 5Y | +105.4% | -83.0% | +188.3% | +196.2% |
| 10Y | +447.0% | -49.3% | +496.3% | +439.2% |
| All | +47.8% | +282.5% | -234.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling